We are looking for an experienced Lead Expert - Model Risk Management to join our Data Sourcing and Quality Management team. The role focuses on supporting Regulatory Credit Risk Models (PD, LGD, EAD) and IFRS9 Provision Models through robust data sourcing, quality assurance, reconciliation, and model-ready dataset preparation.
The ideal candidate will possess strong expertise in credit risk analytics, risk data management, and regulatory modeling frameworks, along with hands-on experience in data wrangling and root cause analysis.
Key Responsibilities
- Apply domain expertise across cross-functional business and risk management processes.
- Manage complex data sourcing and quality management initiatives with minimal supervision.
- Perform root cause analysis and resolve data quality, sourcing, and reconciliation challenges.
- Develop, implement, and drive process improvements and project enhancements.
- Collaborate with upstream and downstream stakeholders to ensure data integrity across the model lifecycle.
- Prepare and maintain model-ready datasets for regulatory credit risk and IFRS9 models.
- Support governance, data validation, reconciliation, and quality control requirements.
- Guide and mentor team members, promoting knowledge sharing and capability development.
Required Skills & Competencies
Functional Skills
- Solid expertise in Credit Risk Analytics and Risk Data Management.
- Deep understanding of:
- Probability of Default (PD)
- Loss Given Default (LGD)
- Exposure at Default (EAD)
- IFRS9 Framework
- Experience in data sourcing, data wrangling, and data quality management.
- Strong analytical, problem-solving, and root cause analysis skills.
- Ability to manage stakeholder interactions and drive discussions independently.
Technical Skills
- Strong hands-on experience in:
Python
Power BI
SQL
SAS
- Preferred:
- PySpar
📌 Lead Expert-Model Risk Management (Bengaluru)
🏢 Allegis Global Solutions (AGS)
📍 Bengaluru
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